I think it is fair to interpret that as: Signal is not storing messages on their servers, also Signal is not storing them on someone else's servers.

Whether or not a 3rd party, outside Signal's knowledge and/or control, is storing messages is entirely out of their control.

Sure, like I said, it's a information theoretic argument. Imagine if Signal used a One Time Pad instead of AES, this might make it easier to see what's going on if you have some idea about the One Time Pad.

Suppose I promise you that qMsVOrgWDZTo0Fet9xLhIQ is the base 64 encoded, 16 byte encrypted message I just sent, but I used OTP. Do you in some sense "have" a copy of my message ? No. That is completely useless without the key, it could have literally been any message, without the key there's no difference.

The whole point of e2ee is that you don't have to care about that!